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Log-likelihood function for the t-copula-based model to be used for estimation in the bivariate case
logL(arg, x)
the value of the log-likelihood function
a vector containing the values of rho and df
rho
df
a matrix with two columns containg the discrete data
Alessandro Barbiero, Pier Alda Ferrari
estcontord
x1 <- c(rep(0,223),rep(1,269),rep(2,8)) x2 <- c(rep(0,153), rep(1,70), rep(0,75),rep(1,187), rep(2,7),rep(0,2),rep(1,4),rep(2,2)) cor(x1,x2) x<-cbind(x1,x2) logL(arg=c(0.5,5), x=x)
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